Evaluation and Optimization of Leave-one-out Cross-validation for the Lasso
arXiv:2508.14368v2 Announce Type: replace-cross Abstract: I develop an algorithm to produce the piecewise quadratic that computes leave-one-out cross-validation for the lasso as a function of its hyperparameter. The algorithm can be used to find exact hyperparameters that optimize leave-one-out cross-validation…
